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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Greenlight Reinsurance (GLRE) - NASDAQ Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 1.8
Avg Daily Volume: 217,674    Market Cap: 622.5M
Sector: Financial    Short Interest: 1.05
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 5, 2026 AC 1.9 $17.90 @$17.50 $1.90
($17.90)
10.86% -5.58% I -0.33% I $17.84 $1.27
( $17.84 )
-33.16%
March 9, 2026 AC 1.8 $14.20 @$15.00 $1.80
($14.20)
12.0% 6.47% I 5.35% I $14.96 $1.93
( $14.96 )
7.22%
Nov. 3, 2025 AC 1.9 $12.19 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 4, 2025 AC 2.0 $12.83 @$12.50
May 7, 2025 AC 2.2 $13.44 @$12.50
March 10, 2025 AC 2.2 $13.70 @$12.50
May 8, 2024 AC 2.2 $12.74 @$12.50
March 5, 2024 AC 2.3 $11.96 @$12.50
Nov. 8, 2023 AC 2.2 $10.86 @$10.00
Aug. 2, 2023 AC 2.3 $10.36 @$10.00

 
 
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